CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3575 |
1.3642 |
0.0067 |
0.5% |
1.3275 |
| High |
1.3705 |
1.3719 |
0.0014 |
0.1% |
1.3649 |
| Low |
1.3560 |
1.3562 |
0.0002 |
0.0% |
1.3210 |
| Close |
1.3637 |
1.3607 |
-0.0030 |
-0.2% |
1.3618 |
| Range |
0.0145 |
0.0157 |
0.0012 |
8.3% |
0.0439 |
| ATR |
0.0187 |
0.0185 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
142,780 |
190,214 |
47,434 |
33.2% |
789,744 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4100 |
1.4011 |
1.3693 |
|
| R3 |
1.3943 |
1.3854 |
1.3650 |
|
| R2 |
1.3786 |
1.3786 |
1.3636 |
|
| R1 |
1.3697 |
1.3697 |
1.3621 |
1.3663 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3613 |
| S1 |
1.3540 |
1.3540 |
1.3593 |
1.3506 |
| S2 |
1.3472 |
1.3472 |
1.3578 |
|
| S3 |
1.3315 |
1.3383 |
1.3564 |
|
| S4 |
1.3158 |
1.3226 |
1.3521 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4809 |
1.4653 |
1.3859 |
|
| R3 |
1.4370 |
1.4214 |
1.3739 |
|
| R2 |
1.3931 |
1.3931 |
1.3698 |
|
| R1 |
1.3775 |
1.3775 |
1.3658 |
1.3853 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3532 |
| S1 |
1.3336 |
1.3336 |
1.3578 |
1.3414 |
| S2 |
1.3053 |
1.3053 |
1.3538 |
|
| S3 |
1.2614 |
1.2897 |
1.3497 |
|
| S4 |
1.2175 |
1.2458 |
1.3377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3719 |
1.3250 |
0.0469 |
3.4% |
0.0189 |
1.4% |
76% |
True |
False |
189,528 |
| 10 |
1.3719 |
1.3185 |
0.0534 |
3.9% |
0.0176 |
1.3% |
79% |
True |
False |
165,448 |
| 20 |
1.3719 |
1.2878 |
0.0841 |
6.2% |
0.0178 |
1.3% |
87% |
True |
False |
155,659 |
| 40 |
1.3740 |
1.2878 |
0.0862 |
6.3% |
0.0202 |
1.5% |
85% |
False |
False |
162,865 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0196 |
1.4% |
90% |
False |
False |
121,034 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0202 |
1.5% |
90% |
False |
False |
90,854 |
| 100 |
1.4291 |
1.2456 |
0.1835 |
13.5% |
0.0201 |
1.5% |
63% |
False |
False |
72,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4386 |
|
2.618 |
1.4130 |
|
1.618 |
1.3973 |
|
1.000 |
1.3876 |
|
0.618 |
1.3816 |
|
HIGH |
1.3719 |
|
0.618 |
1.3659 |
|
0.500 |
1.3641 |
|
0.382 |
1.3622 |
|
LOW |
1.3562 |
|
0.618 |
1.3465 |
|
1.000 |
1.3405 |
|
1.618 |
1.3308 |
|
2.618 |
1.3151 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3641 |
1.3637 |
| PP |
1.3629 |
1.3627 |
| S1 |
1.3618 |
1.3617 |
|